+214.2%
ARM vs ETR
+151.7%
+62.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | 0.0% | -1.7% | -1.8% |
| 7D | +19.8% | +1.5% | +18.3% | +20.0% |
| 30D | -21.8% | +6.6% | -28.4% | -21.3% |
| 3M | -26.5% | +4.4% | -30.9% | -26.3% |
| 6M | -3.9% | -0.3% | -3.6% | -3.8% |
| YTD | +82.8% | +23.3% | +59.5% | +84.4% |
| 1Y | +34.3% | +18.9% | +15.5% | +35.3% |
| 3Y | +282.2% | +155.5% | +126.7% | +408.5% |
| All | +214.2% | +151.7% | +62.5% | +323.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ETR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling